S&P GSCI Agricultural Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:13.42% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.58 | |
| 0.1268 | 45.21 | |
| 0.9894 | 1,679.73 | |
| 0.0095 | 4.11 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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